Elementary Symmetric Polynomials for Optimal Experimental Design
–Neural Information Processing Systems
We revisit the classical problem of optimal experimental design (OED) under a new mathematical model grounded in a geometric motivation. Specifically, we introduce models based on elementary symmetric polynomials; these polynomials capture "partial volumes" and offer a graded interpolation between the widely used A-optimal and D-optimal design models, obtaining each of them as special cases. We analyze properties of our models, and derive both greedy and convex-relaxation algorithms for computing the associated designs. Our analysis establishes approximation guarantees on these algorithms, while our empirical results substantiate our claims and demonstrate a curious phenomenon concerning our greedy algorithm. Finally, as a byproduct, we obtain new results on the theory of elementary symmetric polynomials that may be of independent interest.
Neural Information Processing Systems
Dec-31-2017
- Country:
- North America > United States > Massachusetts > Middlesex County > Cambridge (0.14)
- Genre:
- Research Report > New Finding (0.34)
- Technology: